Cut the pastry sheet in half lengthwise and then in thirds crosswise to make squares of about 3 1/2 inches.

Whip the egg with a fork to make an egg wash, then brush the wash over the pastry squares. Now make a pyramid shape out of the pastry by gently lifting and pulling the corners together in the center.

Brush gently with egg wash and place on a sheet pan with parchment paper. Place the pan in the refrigerator for about a half hour, so that the pastry will stiffen.

Preheat the oven to about 400 degrees F.

Place the baking sheet with the pastry squares in the oven. Cook for about 20 minutes, or until they are golden brown. Be sure not to undercook, or the pastry pyramids will collapse when removed from the oven.

Blanch the asparagus in salted boiling water for about 2 minutes depending on the size of the stalks, or just until tender. Cool under cold running water and set aside.

Melt the butter in a sauté pan and dust the morels in flour. Place in the pan with the melted butter and add the minced shallots. Season with salt and pepper to taste. Cook until tender, then remove from the heat and allow to cool somewhat.

Add the Madeira wine. Return to the heat and add the heavy cream and the nutmeg. Simmer gently for 5 or 6 minutes, or until the cream has reduced to about 2 cups.

Add the asparagus and turn the heat to low, just high enough to keep the mixture hot.

Cut small holes in the top of the pastry pyramids and remove the lids.

Scoop the morel and asparagus mixture into the pastries and replace the lids. Garnish with sprigs of parsley .